Optimum steady-state filter for periodic nonuniform sampling system

This paper presents an optimum steady-state filter as an explicit solution to the periodic nonuniform sampling (PNS) tracking system. Closed-form, generalized filter gains and relationships for PNS tracking are obtained through solving coupled Riccati equations. A time proportion parameter is introduced. Together with the Tracking Index, it plays a fundamental role in steady-state analysis of time-variant Kalman Filter. Analytic solution is obtained for the first-order model while numerical solution for the second-order case. Using steady-state PNS filter gains, a constant-gain filter (CGF) is constructed to avoid overburden of computation without much performance loss.